A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities

Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems

In a recent paper by Monteiro and Svaiter, a hybrid proximal extragradient (HPE) framework was used to study the iteration-complexity of a first-order (or, in the context of optimization, second-order) method for solving monotone nonlinear equations. The purpose of this paper is to extend this analysis to study a prox-type first-order method for monotone smooth variational inequalities and incl...

Variational Iteration Method for Conservative Oscillators with Complicated Nonlinearities

The variational iteration method is employed to solve conservative oscillator containing complicated nonlinearities. In order to expand the nonlinear terms into truncated Fourier series, an approach of undetermined coefficient is proposed. Numerical examples shows the feasibility and efficiency of the variational iteration method as well as the presented technique for Fourier series expansion. ...

Optimal Penalty-feti Method for Variational Inequalities

We shall first briefly review our results related to solving of the convex box constrained quadratic programming problems by combination of the active set strategy and the conjugate gradient method with projections [1]. In particular, we shall show that with proper modification of the proportioning algorithm with projection [2], it is possible give the rate of convergence in terms of the spectr...

On Monotone Variational Inequalities with Random Data

We study monotone variational inequalities with random data and give measurability, existence and uniqueness results in the general framework of a Hilbert space setting. Then we turn to the more structured case where a finite Karhunen-Loève expansion leads to a separation of the random and the deterministic variables. Here we present a discretization procedure with respect to the random variabl...

Monotone Iterations for Eliptic Variational Inequalities